Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 10
BB.Number.of.SDs.to.Enter = 2.5
Profit account= 95 (per day adjusted to desire% DD )
Activity = 2.71 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 10 and BB.Number.of.SDs.to.Enter = 2.5

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
230 23380.70 871.52 3375.10 5 220 167 -11.3 10 2.5 USDJPY 11.25033 88.8862552 26665.8766 20782.229 23.845957 0.2524325 No
155 35773.15 874.50 5465.74 5 309 234 -18.2 10 2.5 NZDUSD 18.21913 54.8873529 16466.2059 19634.935 22.452756 0.3533448 No
55 28672.75 863.50 7322.12 5 214 156 -24.4 10 2.5 EURJPY 24.40707 40.9717404 12291.5221 11747.725 13.604777 0.2478286 No
5 35192.92 870.30 9603.60 5 273 222 -32.0 10 2.5 AUDUSD 32.01200 31.2382856 9371.4857 10993.665 12.632041 0.3136849 No
255 46281.52 871.42 30676.32 4 404 313 -102.3 10 2.5 XAUUSD 102.25440 9.7795303 2933.8591 4526.115 5.193954 0.4636111 No
30 5974.43 838.51 4853.55 3 77 61 -16.2 10 2.5 EURGBP 16.17850 61.8104274 18543.1282 3692.821 4.404027 0.0918296 No
105 44826.57 860.89 37708.28 5 237 177 -125.7 10 2.5 GBPJPY 125.69427 7.9558124 2386.7437 3566.318 4.142594 0.2752965 No
205 27746.60 828.20 31434.18 6 157 115 -104.8 10 2.5 USDCHF 104.78060 9.5437514 2863.1254 2648.067 3.197376 0.1895677 No
80 77606.42 858.01 108886.19 6 153 110 -363.0 10 2.5 EURUSD 362.95397 2.7551703 826.5511 2138.189 2.492033 0.1783196 Yes
130 48252.30 852.45 112748.31 5 191 154 -375.8 10 2.5 GBPUSD 375.82770 2.6607938 798.2381 1283.894 1.506123 0.2240601 Yes
180 265933.16 858.10 739090.11 10 134 96 -2463.6 10 2.5 USDCAD 2463.63370 0.4059045 121.7713 1079.435 1.257936 0.1561590 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5